7 Answers
7

What you want to do is known as Multi-WAN or multi-homing, and it will allow you to "bond" two 4 Mbps lines into what is effectively an 8 Mbps line. However, there are several caveats:

Without support from your ISP, you will not see 8 Mbps on downloads, only 4 Mbps. However, you can run two downloads, and each will run at 4 Mbps at the same time. The router can route new requests over whichever of the two lines has the most available bandwidth if you set up the load-balancer correctly.

Most residential routers do not support multi-homing (at least with stock firmware). If you have a router which supports DD-WRT, I believe it is possible, but still very tricky to configure correctly. I'm not sure if a residential router can support it even with DD-WRT, given that they generally only have 1 WAN port and the rest are switched internally.

Sticky connections are necessary for much of today's web, and might be difficult to set up depending on what software you're running on your router.

If this is something you want to play around with, I highly recommend putting several networking cards into an old computer that you're not using, and load up pfSense on it. pfSense offers something on par with most business-grade routers (very much like DD-WRT), but also has excellent multi-WAN support.

This is also referred to as load balancing or link aggregation. This Wikipedia article gives the basic idea behind it. The short answer is that there are many different ways to do it, but none are "simple" that I know of. In a nutshell, all of the solutions that I've come across in the past will load balance each open connection (for example, each file being downloaded is considered an open connection) either:

On a per-connection basis - You will not get any speed increase when only downloading a single file this way. There are pretty inexpensive hardware load balancers that will do this. Just search the term on your favorite shopping site.

On a per-packet basis - You will notice almost twice the speed when downloading or uploading a single file, for example. However, this requires reassembly of the packets from both of your connections into a single stream, which must be done on a remote machine. For example, some people have a server/PC with a fast connection at their office, so they configure their two home internet connections to distribute packets across both modems, have the stream re-assembled at their office, and then make their office server forward the stream out to the internet. When the response comes back (for example, when a video starts streaming from Youtube), it will be directed to the office server, which then splits the stream and sends it back across both of your home modems.

On a per frame basis - If you have DSL, your ISP may offer DSL bonding. The idea is similar to splitting the stream on a per-packet basis described above, except that it's split on a per-frame basis instead.

In the end, it all depends on which OSI layer you would like the balancing to operate on.

Use a bonded router. These are available in both LAN load balancing versions and the more expensive bonded routers with the bonded variety giving the speed increase. Can be fairly pricey but are able to bond different connections such as DSL, 3G and 4G. Servers speed at the other end is of course a limiting factor so not sure home users would see a great increase beyond 2 connections.

What ive looked into doing in the past (i havnt had time to set it all up yet though ) is using a load balancing router.

It wont allow 1 machine to use 2 connections at once but it will allow multiple machines to connect to the via the load balancing router that will automatically switch the connections depending on load.

So essentially you could have 20mb (10mb + 10mb lines) into your premiss but the max any one machine could use at one time would be 10mb.

Yes you can,I personally tried a program called connectify dispatch and it merged two networks even for Internet Download Manager,and merged the speed,one of them is LAN and the Other WLAN.... yet one problem it is not free but there is a free version(still useful).
ps. this is not balancing this is doubling the speed for one download...